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Actually, if you name each entry and exit you can determine that too. If you
are using the canned entries and exits it's more difficult.
----- Original Message -----
From: "Mark Simms" <marksimms@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, March 29, 2006 3:50 PM
Subject: RE: simulation of trades w/TS Securites
I am not exactly sure what point Robert is trying to make......
But I do know that one glaring weakness in the TS platform since TS4
has been the inability to determine within a strategy (via Easy Language
variable) exactly which entry or which exit was triggered....i.e.
stop-loss,
profit-taken, normal indicator-based reversal, etc, etc.
As always, this has been requested and debated to death on the
Tradestation.com forum.
Note: if someone has found a 3rd party DLL solution to this, please
provide
the details.
-----Original Message-----
From: Jim Bronke [mailto:jvbronke01@xxxxxxxxxxx]
Sent: Wednesday, March 29, 2006 2:22 PM
To: robert pisani
Cc: omega-list@xxxxxxxxxx
Subject: RE: simulation of trades w/TS Securites
There are ways to solve this problem. You just have to define
the requirements first. There isn't anything that you can't
do with TS.
-----Original Message-----
From: robert pisani [mailto:r.pisani@xxxxxxx]
Sent: Wednesday, March 29, 2006 11:04 AM
To: omega-list@xxxxxxxxxx
Subject: simulation of trades w/TS Securites
Thanks for the responses, but end-of-bar solutions do not
help, nor do market orders, if you are trading, say, a tick
chart and the strategy must know what the fills are in order
to branch.
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